In mobile communications, navigation, and radar applications, good periodic binary sequences are normally used with matched-filter technique. However, from the viewpoint of signal processing, there is no need to only consider the filter coefficients as binary. This letter presents a theoretical bound for real-valued mismatched sequence sets with zero correlation zone (ZCZ) and then proposes a method for constructing sets of optimal mismatched ZCZ sequences with respect to the theoretical bound for application in mismatched filtering.